An empirical examination of risk premiums in the Indian currency futures market
Year of publication: |
Jan 2018
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Authors: | Kumar, Satish |
Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 12.2018, 1, p. 1-24
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Subject: | currency futures markets | risk premium | uncovered interest rate parity | unbiasedness | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Zinsparität | Interest rate parity | Indien | India | Schätzung | Estimation |
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